Flight-to-quality and contagion in the European sovereign debt crisis: The cases of Portugal and Greece

Purpose: The purpose of this paper is to analyze the co-movements between the Portuguese, Greek, Irish and German government bond markets after the subprime crisis (2007 to 2013), with a special focus on the European sovereign debt crisis. It aims to assess the existence of contagion between the Por...

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Detalhes bibliográficos
Autor principal: Pereira, I. P. (author)
Outros Autores: Lagoa, S. (author)
Formato: article
Idioma:eng
Publicado em: 2022
Assuntos:
Texto completo:http://hdl.handle.net/10071/26156
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/26156